As one of the most influential industries in public health and the global economy, the pharmaceutical industry is facing multiple challenges in drug research, development and manufacturing. With recent developments in artificial intelligence and machine learning, data-driven modeling methods and techniques have enabled fast and accurate modeling for drug molecular design, retrosynthetic analysis, chemical reaction outcome prediction, manufacturing process optimization, and many other aspects in the pharmaceutical industry. This article provides a review of data-driven methods applied in pharmaceutical processes, based on the mathematical and algorithmic principles behind the modeling methods. Different statistical tools, such as multivariate tools, Bayesian inferences, and machine learning approaches, i.e., unsupervised learning, supervised learning (including deep learning) and reinforcement learning, are presented. Various applications in the pharmaceutical processes, as well as the connections from statistics and machine learning methods, are discussed in the narrative procedures of introducing different types of data-driven models. Afterwards, two case studies, including dynamic reaction data modeling and catalyst-kinetics prediction of cross-coupling reactions, are presented to illustrate the power and advantages of different data-driven models. We also discussed current challenges and future perspectives of data-driven modeling methods, emphasizing the integration of data-driven and mechanistic models, as well as multi-scale modeling.